通过这些文章，您将了解到：波动率预测（Volatility Forecasting）期权回测（Options Backtesting）风险管理（Risk Management）期权定价模型（Option Pricing Models）希腊字母（Option Greeks）各种策略如跨式（Straddle）、蝶式（Butterfly）、铁秃鹫（Iron Condor
If you wish to learn more about straddle options strategy, then you should explore this course onOptions Volatility Trading: Concepts and Strategies. With this course, you will dive into the basics to advanced topics revolving around options trading and how to gain from volatility with options str...
b) 他们的收益不相关。 c) 他们的交易模式 - 您不希望交易流动性不足的资产;您限制自己只交易交易活跃的资产。 应该定义相关的金融数据: a) 频率:每日、每月、日内等等 b) 数据来源 应该定义模型的参数。 应定义它们的定时、入场、退出规则和头寸规模策略 - 例如,我们不能交易超过平均每日交易量的 10%;通常,...
algobroker - This is an execution engine for algo trading. pysentosa - Python API for sentosa trading system. finmarketpy - Python library for backtesting trading strategies and analyzing financial markets. binary-martingale - Computer program to automatically trade binary options martingale style. fo...
TEMPLATES= [ { 'BACKEND': 'django.template.backends.django.DjangoTemplates', 'DIRS': [os.path.join(BASE_DIR, 'TradingMonitor/templates')], # 这里把 templates 的目录加上 'APP_DIRS': True, 'OPTIONS': { 'context_processors': [ 'django.template.context_processors.debug', 'django.template....
as well as details relevant for stock trading (like the opening stock price, day’s high, day’s low, etc.). Not only that, but it also provides the option information (like calls and puts along with their strike prices, volume, etc.) for the specified stock. The options ...
g_trade.GetTradingCode(vecTradingCode, THOST_FTDC_PC_Options); printf("订阅合约:%d\n", vecTradingCode.size()); g_fileMap.SetTradingCode(vecTradingCode); while (1) { g_nMarketLoginIn = 0; for (int i = 1; i <= 3; i++) ...
本文提出了一个在存在交易成本、市场冲击、流动性约束或风险限制等市场摩擦的情况下,使用现代深度强化学习方法对衍生品投资组合进行套期保值的框架。我们讨论了标准强化学习方法如何应用于非线性奖励结构,即本文中的凸风险度量。 作为深度学习在随机过程应用中的一般性贡献,我们算法所使用的受限交易策略集足够大,可以对任何...
export TRADINGHOURS_TOKEN=<your-key-goes-here> You can also install with mysql or postgres dependencies, if you wish to use one of these. You can read more about this in advanced configuration options. pip install tradinghours[mysql] # or pip install tradinghours[postgres] Alternatives Instead...
messages','django.contrib.staticfiles','TradingMonitor', # 这里把我们的 app 加上]TEMPLATES = [ {'BACKEND': 'django.template.backends.django.DjangoTemplates','DIRS': [os.path.join(BASE_DIR, 'TradingMonitor/templates')], # 这里把 templates 的目录加上'APP_DIRS': True,'OPTIONS': {'...